Quantitative Software Engineer: Derivatives Relative Value

Join to apply for the Quantitative Software Engineer: Derivatives Relative Value role at Two Sigma

Join to apply for the Quantitative Software Engineer: Derivatives Relative Value role at Two Sigma

Position Summary
Two Sigma is a financial sciences company, combining data analysis, invention, and rigorous inquiry to help solve the toughest challenges in investment management, securities, private equity, and venture capital.
Our team of scientists, technologists, and academics looks beyond the traditional to develop creative solutions to some of the world’s most complex economic problems.
We are seeking an outstanding technologist with advanced mathematical and statistical abilities to join the team. Equal parts code expert and mathematical thinker, you'll bring together technical and analytical expertise to work alongside researchers and traders on the development of a proprietary quantitative research and portfolio management platform.
You Will Take On The Following Responsibilities

• Understanding of the group research and portfolio management workflows
• Development and support of the research and portfolio management framework, including:
• Forecast and Risk models,
• Portfolio Optimization, Simulations,
• OTC products valuation and risk analytics,
• Related data management.
  

You Should Possess The Following Qualifications

• Up to 2 years of experience of quantitative software development and research at a financial services firm.
• Strong programming skills with experience in scientific computing and data analysis techniques, familiarity with modern software development tools.
• Advanced Degree in the technical field - Financial Engineering, Mathematics, Physics, Computer Science or similar.
• Knowledge of portfolio construction and optimization, statistical modeling techniques, derivatives pricing models is a plus.
  

You Will Enjoy The Following Benefits

• Core Benefits: Fully paid medical and dental insurance premiums for employees and dependents, competitive 401k match, employer-paid life & disability insurance
• Perks: Onsite gyms with laundry service, wellness activities, casual dress, snacks, game rooms
• Learning: Tuition reimbursement, conference and training sponsorship
• Time Off: Generous vacation and unlimited sick days, competitive paid caregiver leaves
• Hybrid Work Policy: Flexible in-office days with budget for home office setup
  

The base pay for this role will be between $165,000 and $300,000. This role may also be eligible for other forms of compensation and benefits, such as a discretionary bonus, health, dental and other wellness plans and 401(k) contributions. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience.
We are proud to be an equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.
Two Sigma is committed to providing reasonable accommodations to qualified individuals in accordance with applicable federal, state, and local laws.
If you believe you need an accommodation, please visit our website for additional information.

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Engineering and Information Technology

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